deribit_basis_discount_fear_gate_long_v56

not live
35
closed trades
46%
win rate
-76.22
total pnl ($)
0.919
weight
7d window — n=7 wr=43% pnl=-50.50  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 09:52:49 (27.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x3485392_00293
n: 9  ·  wr: 44.4%  ·  total_bps: -575.0  ·  mean_bps: -63.89  ·  sharpe: -0.44  ·  max_dd_bps: -575.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 35 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:39BTCBuy59881→60123+1.62timeout
06-26 02:21BTCBuy59903→58367.9-13.25stop_loss
06-25 13:48BTCBuy60840→59275.4-13.28stop_loss
06-24 13:57BTCBuy62804.1→61195.3-13.26stop_loss
06-23 05:23BTCBuy65062.3→63391.1-13.31stop_loss
06-22 08:37BTCBuy63931.2→64064.8+0.54timeout
06-21 16:00BTCBuy64060.2→64174.8+0.45timeout
06-20 17:17BTCBuy62980.1→63852.8+6.44timeout
06-20 01:53BTCBuy62965.1→63535.8+4.08timeout
06-18 15:56BTCBuy64029.2→62389.7-13.13stop_loss
06-18 09:16BTCBuy64963.2→64424.8-4.69timeout
06-16 11:38BTCBuy66179.3→66353.7+0.78timeout
06-15 13:25BTCBuy64076.2→66895.7+21.57take_profit
06-14 14:39BTCBuy64200.2→63907.8-2.73timeout
06-14 02:34BTCBuy63683.2→64530.8+6.22timeout
06-13 13:43BTCBuy63076.2→64158.8+8.08timeout
06-13 00:47BTCBuy63665.2→63607.8-0.99timeout
06-12 12:31BTCBuy62660.1→63476.8+5.99timeout
06-11 11:48BTCBuy61036.1→63077.8+16.15timeout
06-10 19:46BTCBuy61803.1→61908.9+0.33timeout
06-09 14:29BTCBuy63169.2→61552.1-13.25stop_loss
06-09 08:05BTCBuy63180.2→62947.9-2.33timeout
06-08 20:15BTCBuy61549.1→63235.8+13.22timeout
06-08 07:15BTCBuy62119.1→62992.9+6.55timeout
06-07 18:13BTCBuy60503→62222.9+13.81timeout
06-07 06:07BTCBuy61018.1→61658.9+4.85timeout
06-05 13:49BTCBuy62975.1→61351.2-13.35stop_loss
06-05 06:22BTCBuy63005.2→61386.2-13.24stop_loss
06-05 06:19BTCBuy63399.2→61777-13.22stop_loss
06-04 00:27BTCBuy65253.3→63583-13.24stop_loss
06-03 20:55BTCBuy66345.3→64646.4-13.29stop_loss
06-03 03:43BTCBuy67584.4→65854.8-13.25stop_loss
06-02 14:03BTCBuy70398.5→68597.3-13.26stop_loss
05-30 17:20BTCBuy74250.7→73920.3-2.79timeout
05-29 14:55BTCBuy72985.6→72922.4-1.03timeout

Paper vs Live

Paper (trades.jsonl)
35
closed
46%
win rate
-76.22
total pnl ($)
-43.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3546%-43.1-76.22

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems